Note—Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income

JOURNAL ARTICLE published April 1976 in Management Science

Authors: George M. Constantinides

Transaction costs and institutional trading in small-cap equity funds

JOURNAL ARTICLE published December 2010 in Australian Journal of Management

Authors: Carole Comerton-Forde | David R. Gallagher | Jumana Nahhas | Terry S. Walter

Perturbation solution of optimal portfolio theory with transaction costs for any utility function

JOURNAL ARTICLE published 1 April 2002 in IMA Journal of Management Mathematics

Authors: S. Mokkhavesa

Transaction and Trading Costs

BOOK CHAPTER published January 2021 in Asset Management

A Singular Stochastic Control Approach for Optimal Pairs Trading with Proportional Transaction Costs

JOURNAL ARTICLE published 23 March 2022 in Journal of Risk and Financial Management

Authors: Haipeng Xing

European option pricing with transaction costs and trading restrictions

PROCEEDINGS ARTICLE published 2010 in 2010 2nd IEEE International Conference on Information Management and Engineering

Authors: Xiaoqin Huang | Xiaojie Liu

TRANSACTION COSTS AND DYNAMIC TRANSACTION COSTS IN VERTICAL INTEGRATION OF WHOLESALING FUNCTION AMONG JAPANESE MANUFACTURERS

JOURNAL ARTICLE published 30 July 2023 in Global Fashion Management Conference

Authors: Tomokazu Kubo | Chuo University, Japan | Sho Yuki

Optimal portfolio in discrete-time under HARA utility function

PROCEEDINGS ARTICLE published May 2014 in 2014 International Symposium on Technology Management and Emerging Technologies

Authors: Nora Amelda Rizal | Budhi Arta Surya | Sudarso Kaderi Wiryono

Liquidity, Trading, and Trading Costs

OTHER published 2 January 2012 in Advanced Bond Portfolio Management

Authors: Leland E. Crabbe | Frank J. Fabozzi

Investment Strategies under Transaction Costs: The Finite Horizon Case

JOURNAL ARTICLE published March 1994 in Management Science

Authors: Gerard Gennotte | Alan Jung

Emissions trading with transaction costs

JOURNAL ARTICLE published July 2021 in Journal of Environmental Economics and Management

Authors: Marc Baudry | Anouk Faure | Simon Quemin

Transaction Costs and Trade Execution in Common Stock Portfolio Management

OTHER published 21 September 2009 in Institutional Investment Management

Construction and analysis of continuous maximum entropy stock price prediction model—Based on the utility function including transaction costs

PROCEEDINGS ARTICLE published August 2014 in 2014 International Conference on Management Science & Engineering 21th Annual Conference Proceedings

Authors: Qiu-bai Sun | Yao Zhang | Hua Li

Optimal dividend and capital injection strategies in the perturbed classical risk model with transaction costs

BOOK CHAPTER published 11 June 2015 in Management, Information and Educational Engineering

Transaction costs associated with agricultural water trading in the Heihe River Basin, Northwest China

JOURNAL ARTICLE published May 2017 in Agricultural Water Management

Authors: Xiaohong Deng | Zhongmin Xu | Xiaoyu Song | Jian Zhou

Optimal Portfolio Rebalancing with Transaction Costs

JOURNAL ARTICLE published 31 July 2003 in The Journal of Portfolio Management

Authors: Christopher Donohue | Kenneth Yip

A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs

JOURNAL ARTICLE published March 1982 in Management Science

Authors: Nitin R. Patel | Marti G. Subrahmanyam

Transaction Costs, Ideology Technical Performance and Human Capital

PROCEEDINGS ARTICLE published November 2010 in 2010 3rd International Conference on Information Management, Innovation Management and Industrial Engineering

Authors: Wu Xiaoli

Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform

JOURNAL ARTICLE published 2021 in Journal of Industrial & Management Optimization

Authors: Yan Zhang | Peibiao Zhao | Xinghu Teng | Lei Mao

Introducing nonpoint source transferable quotas in nitrogen trading: The effects of transaction costs and uncertainty

JOURNAL ARTICLE published March 2016 in Journal of Environmental Management

Research funded by National Science Foundation of China (71273004,71322303) | Major Science and Technology Program for Water Pollution Control and Treatment (2013ZX07603004)

Authors: Xiuru Zhou | Weili Ye | Bing Zhang